+114.4%
XLRE vs CASY
+622.6%
-508.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +0.1% | +2.5% | -2.3% | -0.5% |
| 30D | +6.0% | +10.2% | -4.2% | +3.4% |
| 3M | +0.5% | -15.7% | +16.2% | +4.5% |
| 6M | +1.2% | -18.4% | +19.6% | +5.2% |
| YTD | +12.6% | +28.3% | -15.7% | +2.5% |
| 1Y | +11.0% | +32.6% | -21.5% | -0.1% |
| 3Y | +43.0% | +159.5% | -116.5% | +3.0% |
| 5Y | +9.1% | +263.9% | -254.8% | -30.4% |
| 10Y | +111.7% | +548.5% | -436.7% | +17.3% |
| All | +114.4% | +622.6% | -508.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling